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Citations for "Using Randomization to Break the Curse of Dimensionality"

by John Rust

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Alexei Onatski & Noah Williams, 2002. "Modeling model uncertainty," Working Paper Series 169, European Central Bank. [Downloadable!]
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  2. Jiarui Han & Tze Lai & Viktor Spivakovsky, 2006. "Approximate Policy Optimization and Adaptive Control in Regression Models," Computational Economics, Springer, vol. 27(4), pages 433-452, June. [Downloadable!] (restricted)
  3. Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard, 1998. "Estimating Yield Curves by Kernel Smoothing Methods," Cowles Foundation Discussion Papers 1205, Cowles Foundation, Yale University. [Downloadable!]
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  4. Bee Yan Aw & Mark J. Roberts & Daniel Yi Xu, 2009. "R&D Investment, Exporting, and Productivity Dynamics," NBER Working Papers 14670, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics 9610002, EconWPA, revised 21 Oct 1997. [Downloadable!]
  6. Oliver B. Linton & Enno Mammen & J. Nielsen & Carsten Tanggaard, 2000. "Yield Curve Estimation by Kernel Smoothing Methods," Econometric Society World Congress 2000 Contributed Papers 0235, Econometric Society. [Downloadable!]
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  7. Szabolcs Lorincz, 2005. "Persistence Effects in a Dynamic Discrete Choice Model - Application to Low-End Computer Servers," IEHAS Discussion Papers 0510, Institute of Economics, Hungarian Academy of Sciences. [Downloadable!]
  8. Min Ouyang, 2005. "The Scarring Effect of Recessions," Working Papers 050609, University of California-Irvine, Department of Economics. [Downloadable!]
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  9. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Springer, vol. 31(2), pages 141-160, March. [Downloadable!] (restricted)
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  10. Todd R. Stinebrickner, 2000. "Serially correlated variables in dynamic, discrete choice models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 595-624. [Downloadable!]
  11. Sullivan, Paul, 2008. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 4590, University Library of Munich, Germany, revised Jun 2008. [Downloadable!]
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  12. Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. Hicks, Rob & Schnier, Kurt, 2006. "A Spatial Model of Dolphin Avoidance in the Eastern Tropical Pacific Ocean," 2006 Annual meeting, July 23-26, Long Beach, CA 21290, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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  14. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany. [Downloadable!]
  15. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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  16. Luca Spataro, 2002. "New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case," Computing in Economics and Finance 2002 109, Society for Computational Economics. [Downloadable!]
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  17. John Rust, 1997. "A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations," Computational Economics 9704001, EconWPA. [Downloadable!]
  18. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics, Springer, vol. 7(4), pages 343-376, December. [Downloadable!] (restricted)
  19. John Rust & Joseph Traub & Henryk Wozniakowski, 1999. "No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case," Computational Economics 9902001, EconWPA. [Downloadable!]
  20. Francisco Barillas & Jesús Fernández-Villaverde, 2006. "A Generalization of the Endogenous Grid Method," Levine's Bibliography 122247000000001200, UCLA Department of Economics. [Downloadable!]
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  21. Hugo Benitez-Silva & Moshe Buchinsky & Hiu-Man Chan & John Rust & Sofia Sheivasser, 1997. "An Empirical Analysis of the Social Security Disability Application, Appeal, and Award Process," Public Economics 9712001, EconWPA, revised 16 Feb 1998. [Downloadable!]
  22. Nikolaj Malchow-Møller & Michael Svarer, 2003. "Estimation of the multinomial logit model with random effects," Applied Economics Letters, Taylor and Francis Journals, vol. 10(7), pages 389-392, May. [Downloadable!] (restricted)
  23. Manuel Santos & John Rust, . "Convergence Properties of Policy Iteration," Working Papers 2133377, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]
  24. Belzil, Christian & Hansen, Jörgen, 2002. "Earnings Dispersion, Risk Aversion and Education," CEPR Discussion Papers 3600, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  25. Susumu Imai & Kala Krishna, 2001. "Employment, Dynamic Deterrence and Crime," NBER Working Papers 8281, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  26. John Bound & Todd Stinebrickner & Timothy Waidman, 2004. "Using a Structural Retirement Model to Simulate the Effect of Changes to the OASDI and Medicare Programs," Working Papers wp091, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
  27. Martin Shubik, 1998. "Game Theory, Complexity and Simplicity. Part III: Critique and Prospective," Cowles Foundation Discussion Papers 1184, Cowles Foundation, Yale University. [Downloadable!]
  28. Dietmar P.J. Leisen, 1997. "The Random-Time Binomial Model," Finance 9711005, EconWPA, revised 29 Nov 1998. [Downloadable!]
  29. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Springer, vol. 29(3), pages 233-265, May. [Downloadable!] (restricted)
  30. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics. [Downloadable!]
  31. Arvid Raknerud and Rolf Golombek, 2000. "Exit Dynamics with Rational Expectations," Discussion Papers 291, Research Department of Statistics Norway. [Downloadable!]
  32. Sanghamitra Das & Mark J. Roberts & James R. Tybout, 2001. "Market entry costs, producer heterogeneity and export dynamics," Indian Statistical Institute, Planning Unit, New Delhi Discussion Papers 03-10, Indian Statistical Institute, New Delhi, India. [Downloadable!]
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  33. W. Davis Dechert & Sharon I. O'Donnell & William A. Brock, 2006. "Learning Parameters in Non Linear Ecological Models," Computing in Economics and Finance 2006 258, Society for Computational Economics. [Downloadable!]
  34. Michael Reiter, 1997. "Solving Higher-Dimensional Continuous Time Stochastic Control Problems by Value Function Regression," Economics Working Papers 299, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1998. [Downloadable!]
  35. Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  36. Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2003/453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  37. Daniel Diermeier & Michael Keane & Antonio Merlo, 2004. "A Political Economy Model of Congressional Careers: Supplementary Materiel," PIER Working Paper Archive 04-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
  38. John Bound & Todd Stinebrickner & Timothy Waidmann, 2007. "Health, Economic Resources and the Work Decisions of Older Men," NBER Working Papers 13657, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  39. George J. Hall & John Rust, 1999. "An Empirical Model of Inventory Investment by Durable Commodity Intermediaries," Cowles Foundation Discussion Papers 1228, Cowles Foundation, Yale University. [Downloadable!]
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  40. Victor Aguirregabiria & Gustavo Vicentini, 2006. "Dynamic Spatial Competition Between Multi-Store Firms," Working Papers tecipa-253, University of Toronto, Department of Economics. [Downloadable!]
  41. Hans G. Bloemen, 2002. "The relation between wealth and labour market transitions: an empirical study for the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 249-268. [Downloadable!]
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This page was last updated on 2009-12-8.

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